+500.8%
MDLZ vs XHB
+182.7%
+318.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -0.3% |
| 7D | +0.1% | +1.3% | -1.2% | -0.3% |
| 30D | +10.0% | +11.8% | -1.8% | +6.6% |
| 3M | +7.1% | -3.8% | +10.9% | +8.0% |
| 6M | +9.8% | +4.1% | +5.7% | +8.0% |
| YTD | +26.6% | +4.0% | +22.7% | +24.1% |
| 1Y | +20.3% | +1.6% | +18.8% | +18.6% |
| 3Y | +5.4% | +43.2% | -37.8% | -7.7% |
| 5Y | +22.2% | +35.8% | -13.6% | +6.6% |
| 10Y | +92.2% | +259.3% | -167.1% | +24.1% |
| All | +500.8% | +182.7% | +318.2% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling